And MySQL: SQL correct sort with diacritics

I’m using MySQL 5.0.15 under Win XP SP2 and PHP 4.4.8 along with Apache 2. I created MySQL database like utf-8 and made one table inside it. After that I made 15-20 rows in order to populate table. When I made PHP-script that read records from mentioned table they appeared with wrong ordered national (diacritics) characters that is normal for Windows CEE (CP 1250). Query was very simple:

Select * from addresse order by a_lastname

National charcters are appearing OK, there is no ? or so weird characters, jut sorting isn’t OK. Is there some way where I could make some routine that would proper sort sql-results before it appear on page, or it has already inside PHP?
Thanks in advance.:angel: